+107.9%
XLI vs ABCL
-79.5%
+187.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.5% |
| 7D | -0.5% | +12.4% | -12.9% | -1.3% |
| 30D | -0.2% | -0.4% | +0.1% | -0.4% |
| 3M | -8.6% | +80.4% | -88.9% | -12.7% |
| 6M | -2.0% | +138.5% | -140.5% | -8.9% |
| YTD | +9.7% | +265.5% | -255.8% | -1.6% |
| 1Y | +11.4% | +219.7% | -208.3% | +0.7% |
| 3Y | +74.2% | +209.4% | -135.2% | +52.9% |
| 5Y | +70.0% | -15.0% | +85.0% | +54.7% |
| All | +107.9% | -79.5% | +187.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling